Feasible region contraction interior point algorithm

Ping-Qi PAN

doi:10.1016/j.amc.2006.05.021

Feasible region contraction interior point algorithm

2006-11-01

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AI

DOI：10.1016/j.amc.2006.05.021

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In this paper, we propose a new interior point algorithm for linear programming by combining the affine scaling algorithm and the primal path-following algorithm. We define a series of subproblems whose feasible region contracts toward the set of optimal solutions. In each iteration, we take a step in the steepest descent direction in a transformed space to reduce the objective value. Our preliminary computational results are very favorable. (c) 2006 Elsevier Inc. All rights reserved.

Keyword:

linear programming

interior point

affine scaling

path-following

feasible region contraction

barrier function

Feasible region contraction interior point algorithm

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